Market Trend Prediction using Sentiment Analysis: Lessons Learned and Paths Forward

@article{Mudinas2018MarketTP,
  title={Market Trend Prediction using Sentiment Analysis: Lessons Learned and Paths Forward},
  author={Andrius Mudinas and Dell Zhang and Mark Levene},
  journal={ArXiv},
  year={2018},
  volume={abs/1903.05440}
}
Financial market forecasting is one of the most attractive practical applications of sentiment analysis. In this paper, we investigate the potential of using sentiment attitudes (positive vs negative) and also sentiment emotions (joy, sadness, etc.) extracted from financial news or tweets to help predict stock price movements. Our extensive experiments using the Granger-causality test have revealed that (i) in general sentiment attitudes do not seem to Granger-cause stock price changes; and (ii… CONTINUE READING
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